FX Strategy Optimization Period

[mixonc]

I've just learned how to use the Optimization tool in NT8 and am trying to figure out if it's better to optimize over a longer period of time or a shorter. In my specific case, I've written a strategy for 'GBPUSD' and have optimized it for 1/1/20-5/5/20 and while backtesting, it is profitable. However, if I set the range from 5/1/19-5/5/20, it loses money for most of those months from 2019, only to become profitable in 2020. Would it have been better to optimize the strategy over a 1-year period or is optimization generally something you should do every month or so?

[NinjaTrader_Kate]

Hello mixonc,

Thank you for your post.

While our staff wouldn't be able to comment here for compliance reasons as that could be considered trading advice, I will leave this thread open in case any of our users would care to share their insight.

Please let us know if we may be of further assistance to you.